中国股指期货日内不对称流动性调整VaR度量

于孝建, 彭永喻

Intraday Asymmetric Liquidity-Adjusted VaR Measurement:Evidence from the China Stock Index Futures Market

YU Xiao-jian, PENG Yong-yu

华南理工大学学报(社科版) . 2017, (5): 16 -26 . DOI: 10.19366/j.cnki.1009-055X.2017.05.003